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Risk arbitrage
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11	D:/Dropbox/dimitri-peter/Dynamic risksharing6.dvi Add to Reading List Source URL: personal.lse.ac.uk Language: English - Date: 2015-09-08 17:44:47 Finance Money Economy Financial risk Financial markets Actuarial science Futures contract Liquidity risk Market liquidity Hyperbolic absolute risk aversion Arbitrage Speculation
12	Hysteresis bands on returns, holding period and transaction costs F. Delgadoy- B. Dumasz- G.W. Puopolox Abstract In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render Add to Reading List Source URL: faculty.insead.edu Language: English - Date: 2014-10-27 09:41:43 Mathematical finance Financial economics Financial markets Portfolio optimization Arbitrage Capital asset pricing model Futures contract Forward contract Rebalancing investments Financial risk Valuation Arbitrage pricing theory
13	Financial Analysts Journal, Vol. 70, No):Valuing Derivatives: Funding Value Adjustments and Fair Value John Hull and Alan White1 Joseph L. Rotman School of Management University of Toronto Add to Reading List Source URL: www-2.rotman.utoronto.ca Language: English - Date: 2015-05-07 17:11:08 Systemic risk Derivative Liquidity risk Financial risk Credit default swap Credit risk Libor Futures contract Overnight indexed swap Repurchase agreement Option Arbitrage
14	ARBITRAGE RISK AND MARKET EFFICIENCY— APPLICATIONS TO SECURITIES CLASS ACTIONS Rajeev R. Bhattacharya & Stephen J. O’Brien* TABLE OF CONTENTS Introduction ............................................................. Add to Reading List Source URL: securities.stanford.edu Language: English - Date: 2015-11-13 19:48:04 Halliburton Financial markets Dick Cheney Economic efficiency Halliburton Co. v. Erica P. John Fund Inc. Erica P. John Fund Inc. v. Halliburton Co. Basic Inc. v. Levinson Fraud-on-the-market theory Arbitrage Efficient-market hypothesis Securities Class Action Financial economics
15	Optimal investment with price impact Peter Bank joint work with Moritz Voß Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2014-09-13 03:10:16 Mathematical finance Probability theory Risk-neutral measure Arbitrage
16	Macroeconomic risk factors and the role of mispriced credit in the returns from international real estate securities Andrey PavlovA, Eva SteinerB and Susan WachterC C Add to Reading List Source URL: realestate.wharton.upenn.edu Language: English* - Date: 2015-04-03 11:30:56 Credit risk Credit scoring Cost of capital Financial risk Equity Arbitrage pricing theory
17	Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:05:43 Financial markets Mathematical finance Stock market Market liquidity Liquidity risk High-frequency trading Liquidity premium Volatility Financial risk Day trading Statistical arbitrage Liquidity crisis
18	Inflation Linked Bonds (ILBs) – issuance for Financial Year 2010 November 2009 !"# $ % Add to Reading List Source URL: www.ardea.com.au Language: English - Date: 2016-08-11 03:54:08 Investment Financial markets Financial risk Investment management The Ardea Ardea Lazio Institute of Liver and Biliary Sciences Finance Ardea Arbitrage
19	Ane Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound Guillaume Roussellet∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:00 Interest rates Mathematical finance Monetary policy Financial markets Zero lower bound Risk-neutral measure Real interest rate Risk premium Risk Macroeconomics Yield curve Arbitrage
20	Guidelines for Computing Capital for Incremental Risk in the Trading Book, July 2008 Add to Reading List Source URL: www.bis.org Language: English - Date: 2008-07-22 18:00:00 Actuarial science Banking Bank regulation Financial markets Financial risk Basel II Value at risk Credit risk Market liquidity Tier 1 capital Arbitrage Risk

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